+20.0%
FANG vs MULL
+2,366.2%
-2,346.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.3% | +10.7% | +1.8% |
| 7D | +1.2% | +3.6% | -2.4% | +1.0% |
| 30D | +2.4% | +22.0% | -19.6% | +1.1% |
| 3M | +5.1% | -8.6% | +13.7% | +2.8% |
| 6M | +16.4% | +248.5% | -232.1% | +0.3% |
| YTD | +39.0% | +516.3% | -477.3% | +9.7% |
| 1Y | +50.6% | +2,036.6% | -1,986.0% | -4.2% |
| All | +20.0% | +2,366.2% | -2,346.2% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling